EURO 2024 Copenhagen
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Session TC-34: Portfolio optimization in stream Stochastic, Robust and Distributionally Robust Optimization

Tuesday, 12:30-14:00
Room: 43 (building: 303A)

Session chair(s):

Milos Kopa (kopa@karlin.mff.cuni.cz) Sebastiano Vitali (sebastiano.vitali@unibg.it)

The following abstracts have been submitted in this session:

		1440. Simulation-optimization for dynamic bank asset allocation	Pedro Júdice [R] - Portugal	accepted
		2064. Bilevel models in portfolio selection problems	Monika Kaľatová [R] - Czech Republic	accepted
			Milos Kopa [R] - Czech Republic
		2426. Measures of Stochastic Non-Dominance	Jana Junova [R] - Czech Republic	accepted
			Milos Kopa [R] - Czech Republic
		2960. Investments in transmission lines and storage units considering second-order stochastic dominance constraints	Sebastiano Vitali [R] - Italy	accepted
			Miguel Carrión [R] - Spain
			Ruth Dominguez [R] - Italy